Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules‑based rotator: buys 3× tech/semis in uptrends, flips to hedges or inverse funds in downtrends, and uses KMLM (managed‑futures) as a macro weather vane. Very active; expect big swings, slippage, and high taxes in taxable accounts.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
6 missing
The text the rules are quoted from, with where it came from.
First it checks the market’s trend (is the S&P 500 above its 200‑day average?).<br>If yes, it rides strong tech/semis (3× ETFs like TQQQ/TECL/SOXL). If prices get “too hot” (RSI = a 0–100 “hot/cold” gauge), it briefly hedges with volatility ETFs (UVXY) or cash.<br>If the trend turns down, it flips to inverse tech or long Treasuries. KMLM (a managed‑futures trend ETF) is used as a macro weather vane: when KMLM weakens, it avoids big tech bets. Side sleeves rotate EM, gold/miners, and biotech the same way.
An aggressive, rules‑based rotator: buys 3× tech/semis in uptrends, flips to hedges or inverse funds in downtrends, and uses KMLM (managed‑futures) as a macro weather vane. Very active; expect big swings, slippage, and high taxes in taxable accounts.
Dynamic regime-switching strategy using macro signals (KMLM) and hedges to diversify, dampen big swings, and capture trend-driven moves beyond the S&P 500. A ballast tool that complements core growth with resilient risk management.
Degens beware: realistic slippage is more like 20-25 bps with daily trades. Solid option for tax-advantaged retirement accounts, but you probably won't beat buying and holding SPY after taxes otherwise. --- Sign up for a trading pass and use code E3eRP-v-TRADE for 25% off for life.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etf rotation, managed futures filter, regime switching, rsi signals, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -25.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -5.41% | ||
| Return, trailing 1 month (out-of-sample) | 1.88% | ||
| Return, trailing 1 year (out-of-sample) | 100.91% | ||
| Return, trailing 3 months (out-of-sample) | 23.63% |
| Calmar ratio, out-of-sample period (out-of-sample) | -2.22 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.63% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.93 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 28.35% |
Composer Technologies · Composer
Composer Technologies · Composer
